During use of automatic smoking machines, one end of a cigar holder assembly is used to hold the mouth-end of a cigar and the opposite end of the cigar holder connects to a smoking machine. Linear and rotary smoking machines are used for the analytical testing of cigars wherein Cambridge filter pad holders mounted on the smoking machine support cigars undergoing testing. For example, rotary and linear smoking machines are available from Cerulean, a company located in the United Kingdom, wherein cigars are held in a holder which includes a vacuum actuated flexible sleeve which grips the wrapper of a cigar. There is a need for a cigar holder assembly that has a leak-free seal on the cigar and that can be easily set up with the smoking machine.